I remember my first time playing FFVIII, the first time I fought a Fastitocalon (not a Fastitocalon-F) and I did some damage to its fin, the camera zoomed out and then back in, and it popped out of the ground. Combined with the way it looked and the loud growling noise it made, it made me jump. Just the one time though.

Other than that, JENOVA creeped me out, and the Wendigo from FFVIII was weird, it looked like it had no face.